An alternative semiparametric model for spatial panel data

DOI10.1007/S10260-019-00492-8MaRDI QIDQ73641zbMATHOpenAlexFDO

Authors Roman Minguez, Roberto Basile, Maria Durban, Román Mínguez, María Durbán

Publication date 1 October 2019

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-019-00492-8

zbMATH Keywords

mixed modelsP-splinesPS-ANOVAspatial panelspatio-temporal trend

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• P-spline ANOVA-type interaction models for spatio-temporal smoothing
• Asymptotic properties of penalized spline estimators
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Estimation of spatial autoregressive panel data models with fixed effects
• Fast and compact smoothing on large multidimensional grids
• Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
• Flexible smoothing with P-splines: a unified approach
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Inference in Generalized Additive Mixed Models by Using Smoothing Splines
• Introduction to spatial econometrics.
• Large panels with common factors and spatial correlation
• Modeling regional economic dynamics: spatial dependence, spatial heterogeneity and nonlinearities
• ON CONFIDENCE INTERVALS FOR GENERALIZED ADDITIVE MODELS BASED ON PENALIZED REGRESSION SPLINES
• Package for Calculating with B-Splines
• Panels with non-stationary multifactor error structures
• Penalized regression with individual deviance effects
• Recovery of inter-block information when block sizes are unequal
• Sieve estimation of panel data models with cross section dependence
• Spatial Econometrics
• Testing weak cross-sectional dependence in large panels
• Twenty years of P-splines (invited article)
• Weak and strong cross-section dependence and estimation of large panels

Cited in

(6)

• A semiparametric panel data model with spatial-varying temporal effects
• Automatic search intervals for the smoothing parameter in penalized splines
• Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
• A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
• pspatreg
• A new semiparametric spatial model for panel time series

Describes a project that uses

Uses Software

• gss
• Arc_Mat
• spatial panels

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